Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79253.6924 | 45540.9521 | 33712.7404 | 75492.2569 | 45896.4826 | 29595.7743 |
Total P&L (%) | 79.2537 | 45.541 | 33.7127 | 75.4923 | 45.8965 | 29.5958 |
Avg Daily Profit (%) | 0.3043 | 0.1749 | 0.1295 | 0.2162 | 0.1452 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53371 | -26224 | -38826 | -83049 | -44455 | -64912 |
Profit Factor | 1.3824 | 1.4661 | 1.3078 | 1.253 | 1.3293 | 1.1861 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 50 | 49.0196 | 50.9804 | 50 | 49.0196 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.3824 | 1.5247 | 1.2575 | 1.253 | 1.3824 | 1.1405 |
Largest Winning Trade | 23628 | 21272 | 23628 | 35108 | 35108 | 33541 |
Largest Losing Trade | -17136 | -13220 | -17136 | -28040 | -16635 | -28040 |
Avg Bars in Trades | 242 | 242 | 242 | 242 | 242 | 242 |
Avg Bars in Winners | 242 | 242 | 242 | 242 | 242 | 242 |
Avg Bars in Losers | 242 | 242 | 242 | 242 | 242 | 242 |
Bars Traded | 24751 | 12376 | 12375 | 24751 | 12376 | 12375 |
Profit Streak | 11.6142 | 24.2392 | 11.6142 | 11.6142 | 24.2392 | 11.6142 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343751 | -172440 | -203084 | 288157 | -181033 | -259218 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.00549, "nb": 0.0056, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.00549, "nb": 0.0056, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 105, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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